UC WAR. PUT 12/24 GXI/ DE000HC7L283 /
| 2024-09-02 3:45:19 PM | Chg.-0.0600 | Bid4:18:08 PM | Ask4:18:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5800EUR | -9.38% | 0.5400 Bid Size: 80,000 |
0.7200 Ask Size: 80,000 |
GERRESHEIMER AG | 100.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC7L28 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -9.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.66 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.40 |
| Parity: | -0.35 |
| Time value: | 1.11 |
| Break-even: | 88.90 |
| Moneyness: | 0.97 |
| Premium: | 0.14 |
| Premium p.a.: | 0.57 |
| Spread abs.: | 0.91 |
| Spread %: | 455.00% |
| Delta: | -0.38 |
| Theta: | -0.06 |
| Omega: | -3.56 |
| Rho: | -0.15 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.5800 |
| Low: | 0.3500 |
| Previous Close: | 0.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -40.21% | ||
|---|---|---|---|
| 1 Month | -38.30% | ||
| 3 Months | -41.41% | ||
| YTD | -64.85% | ||
| 1 Year | -35.56% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9900 | 0.6400 |
|---|---|---|
| 1M High / 1M Low: | 1.3200 | 0.6400 |
| 6M High / 6M Low: | 1.4000 | 0.6400 |
| High (YTD): | 2024-01-17 | 2.0000 |
| Low (YTD): | 2024-08-30 | 0.6400 |
| 52W High: | 2023-11-16 | 2.1900 |
| 52W Low: | 2024-08-30 | 0.6400 |
| Avg. price 1W: | 0.8680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9267 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0625 | |
| Avg. volume 6M: | 46.9764 | |
| Avg. price 1Y: | 1.3295 | |
| Avg. volume 1Y: | 82.8425 | |
| Volatility 1M: | 215.27% | |
| Volatility 6M: | 134.79% | |
| Volatility 1Y: | 124.55% | |
| Volatility 3Y: | - |
